+184.4%
SW vs VSH
+117.5%
+66.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.1% |
| 7D | +2.2% | -1.6% | +3.7% | +2.0% |
| 30D | +7.4% | -21.3% | +28.7% | +11.5% |
| 3M | -5.9% | -18.9% | +13.0% | -3.7% |
| 6M | +9.0% | -21.4% | +30.4% | +9.0% |
| YTD | +18.1% | +86.8% | -68.7% | -4.3% |
| 1Y | +28.7% | +85.8% | -57.1% | +4.2% |
| 3Y | +48.8% | +30.1% | +18.6% | +25.3% |
| 5Y | +2.5% | +42.8% | -40.4% | -16.2% |
| 10Y | +184.4% | +121.2% | +63.2% | +106.2% |
| All | +184.4% | +117.5% | +66.9% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling